IUSA.DE vs. IUSQ.DE
IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - IUSA.DE is a S&P 500 fund tracking the S&P 500 Index, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, IUSA.DE returned 15.16%/yr vs 12.38%/yr for IUSQ.DE. Their correlation of 0.93 suggests significant overlap in exposure. IUSA.DE charges 0.07%/yr vs 0.20%/yr for IUSQ.DE.
Performance
IUSA.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSA.DE achieves a 11.42% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, IUSA.DE has outperformed IUSQ.DE with an annualized return of 15.16%, while IUSQ.DE has yielded a comparatively lower 12.38% annualized return.
IUSA.DE
- 1D
- -0.13%
- 1M
- 4.35%
- YTD
- 11.42%
- 6M
- 10.93%
- 1Y
- 25.71%
- 3Y*
- 19.00%
- 5Y*
- 14.90%
- 10Y*
- 15.16%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
IUSA.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 11.42% | 4.84% | 32.50% | 22.60% | -14.19% | 41.00% | 7.02% | 34.79% | -0.83% | 7.30% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
Correlation
The correlation between IUSA.DE and IUSQ.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.93 |
The correlation between IUSA.DE and IUSQ.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
IUSA.DE vs. IUSQ.DE — Risk / Return Rank
IUSA.DE
IUSQ.DE
IUSA.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| IUSA.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.43 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 4.08 | -0.45 |
| Martin ratioReturn relative to average drawdown | 12.88 | 16.69 | -3.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSA.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.31 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.88 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.82 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.76 | -0.09 |
Drawdowns
IUSA.DE vs. IUSQ.DE - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -50.54%, which is greater than IUSQ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and IUSQ.DE.
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Drawdown Indicators
| IUSA.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.54% | -33.60% | -16.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -6.48% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -23.34% | -21.25% | -2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -21.25% | -2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | -33.60% | -0.03% |
Current DrawdownCurrent decline from peak | -0.46% | -0.55% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -4.19% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.59% | +0.41% |
Volatility
IUSA.DE vs. IUSQ.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) is 2.67%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that IUSA.DE experiences smaller price fluctuations and is considered to be less risky than IUSQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSA.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 3.03% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 8.26% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 11.47% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 13.94% | +1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 15.02% | +1.04% |
IUSA.DE vs. IUSQ.DE - Expense Ratio Comparison
IUSA.DE has a 0.07% expense ratio, which is lower than IUSQ.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IUSA.DE vs. IUSQ.DE - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.99%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 0.99% | 1.08% | 1.07% | 1.35% | 1.54% | 1.16% | 1.62% | 1.66% | 2.00% | 2.09% | 1.50% | 1.68% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, IUSA.DE and IUSQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for IUSQ.DE.
IUSA.DE is categorized as S&P 500, while IUSQ.DE is Global Equities. IUSA.DE tracks S&P 500 Index, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.07% for IUSA.DE and 0.20% for IUSQ.DE.
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